PREVIEW / futures_30min / 2015-10-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-23.parquet
  size:    72 KB
  rows:    2,444

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-10-23 00:00:00	ES	Futures	2201.89	2202.42	2201.09	2201.62	1240.0
2015-10-23 00:30:00	ES	Futures	2201.62	2201.62	2200.82	2200.82	1819.0
2015-10-23 01:00:00	ES	Futures	2201.09	2201.35	2200.55	2201.35	1748.0
2015-10-23 01:30:00	ES	Futures	2201.35	2202.42	2201.09	2202.16	2179.0
2015-10-23 02:00:00	ES	Futures	2202.16	2202.42	2200.02	2200.28	6408.0
2015-10-23 02:30:00	ES	Futures	2200.28	2200.82	2198.14	2199.75	9054.0
2015-10-23 03:00:00	ES	Futures	2199.48	2201.09	2198.41	2200.02	14892.0
2015-10-23 03:30:00	ES	Futures	2199.75	2200.28	2197.61	2199.21	11490.0
2015-10-23 04:00:00	ES	Futures	2198.94	2200.55	2198.94	2199.48	6687.0
2015-10-23 04:30:00	ES	Futures	2199.48	2200.55	2198.94	2200.02	4674.0
2015-10-23 05:00:00	ES	Futures	2200.02	2202.16	2199.21	2201.89	6574.0
2015-10-23 05:30:00	ES	Futures	2201.89	2205.9	2201.62	2205.63	15150.0
2015-10-23 06:00:00	ES	Futures	2205.37	2208.31	2205.1	2206.17	14051.0
2015-10-23 06:30:00	ES	Futures	2206.44	2206.7	2204.83	2205.63	5940.0
2015-10-23 07:00:00	ES	Futures	2205.9	2220.35	2205.1	2219.28	79026.0
2015-10-23 07:30:00	ES	Futures	2219.28	2219.28	2212.86	2215.8	41904.0
2015-10-23 08:00:00	ES	Futures	2215.53	2217.41	2212.86	2213.93	39235.0
2015-10-23 08:30:00	ES	Futures	2213.93	2215.8	2213.13	2215.27	32071.0
2015-10-23 09:00:00	ES	Futures	2215.53	2215.53	2210.45	2211.52	42969.0
2015-10-23 09:30:00	ES	Futures	2211.52	2217.14	2207.24	2216.07	297645.0
2015-10-23 10:00:00	ES	Futures	2216.34	2217.14	2208.04	2208.58	218103.0
2015-10-23 10:30:00	ES	Futures	2208.58	2213.66	2206.17	2208.85	172498.0
2015-10-23 11:00:00	ES	Futures	2208.85	2212.06	2203.76	2205.63	132482.0
2015-10-23 11:30:00	ES	Futures	2205.63	2206.44	2201.35	2203.49	92174.0
2015-10-23 12:00:00	ES	Futures	2203.49	2208.58	2201.89	2208.31	63196.0
2015-10-23 12:30:00	ES	Futures	2208.31	2209.11	2205.9	2208.85	58903.0
2015-10-23 13:00:00	ES	Futures	2208.58	2211.52	2205.37	2210.45	64534.0
2015-10-23 13:30:00	ES	Futures	2210.72	2213.93	2210.45	2212.32	63589.0
2015-10-23 14:00:00	ES	Futures	2212.59	2216.07	2210.72	2214.46	67658.0
2015-10-23 14:30:00	ES	Futures	2214.46	2219.28	2213.93	2216.34	101552.0
2015-10-23 15:00:00	ES	Futures	2216.34	2218.21	2210.99	2212.59	86489.0
2015-10-23 15:30:00	ES	Futures	2212.59	2216.07	2212.06	2214.46	154480.0
2015-10-23 16:00:00	ES	Futures	2214.46	2215.0	2210.72	2211.25	82022.0
2015-10-23 16:30:00	ES	Futures	2211.25	2211.25	2209.38	2210.18	7289.0
2015-10-23 00:00:00	NQ	Futures	5421.93	5422.82	5419.86	5421.93	239.0
2015-10-23 00:30:00	NQ	Futures	5422.23	5422.23	5420.15	5421.34	315.0
2015-10-23 01:00:00	NQ	Futures	5421.04	5421.63	5419.86	5420.75	264.0
2015-10-23 01:30:00	NQ	Futures	5421.34	5426.38	5420.75	5426.08	580.0
2015-10-23 02:00:00	NQ	Futures	5425.79	5426.08	5422.23	5422.82	1716.0
2015-10-23 02:30:00	NQ	Futures	5422.52	5422.82	5416.0	5418.97	1251.0
2015-10-23 03:00:00	NQ	Futures	5418.97	5421.34	5413.93	5418.08	2481.0
2015-10-23 03:30:00	NQ	Futures	5418.37	5422.82	5413.63	5420.45	1609.0
2015-10-23 04:00:00	NQ	Futures	5420.15	5424.01	5418.67	5422.52	1366.0
2015-10-23 04:30:00	NQ	Futures	5422.52	5425.19	5419.86	5423.71	1202.0
2015-10-23 05:00:00	NQ	Futures	5423.71	5428.75	5421.63	5427.86	955.0
2015-10-23 05:30:00	NQ	Futures	5428.16	5437.35	5428.16	5436.46	2204.0
2015-10-23 06:00:00	NQ	Futures	5436.46	5445.06	5435.27	5440.61	2470.0
2015-10-23 06:30:00	NQ	Futures	5440.31	5442.69	5436.76	5438.24	1307.0
2015-10-23 07:00:00	NQ	Futures	5438.53	5488.35	5437.65	5486.86	15314.0
2015-10-23 07:30:00	NQ	Futures	5487.16	5488.64	5472.04	5485.08	6490.0

> showing 50 of 2,444 rows — these rows as CSV

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